Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
September 30, 2024 90.50%
August 31, 2024 90.50%
July 31, 2024 90.50%
June 30, 2024 90.50%
May 31, 2024 90.18%
April 30, 2024 90.18%
March 31, 2024 90.18%
February 29, 2024 90.18%
January 31, 2024 90.18%
December 31, 2023 90.18%
November 30, 2023 86.41%
October 31, 2023 85.83%
September 30, 2023 85.44%
August 31, 2023 84.46%
July 31, 2023 84.46%
June 30, 2023 84.46%
May 31, 2023 84.46%
April 30, 2023 84.46%
March 31, 2023 83.06%
February 28, 2023 83.06%
January 31, 2023 83.06%
December 31, 2022 83.41%
November 30, 2022 86.70%
October 31, 2022 87.95%
September 30, 2022 87.95%
Date Value
August 31, 2022 87.95%
July 31, 2022 87.95%
June 30, 2022 88.41%
May 31, 2022 88.41%
April 30, 2022 88.41%
March 31, 2022 88.41%
February 28, 2022 88.41%
January 31, 2022 88.41%
December 31, 2021 88.41%
November 30, 2021 88.41%
October 31, 2021 88.41%
September 30, 2021 88.41%
August 31, 2021 88.41%
July 31, 2021 88.41%
June 30, 2021 88.41%
May 31, 2021 88.41%
April 30, 2021 88.41%
March 31, 2021 88.41%
February 28, 2021 88.41%
January 31, 2021 88.41%
December 31, 2020 88.41%
November 30, 2020 88.41%
October 31, 2020 88.41%
September 30, 2020 88.41%
August 31, 2020 88.41%

Max Drawdown Definition

Max drawdown is an indicator of the risk of a portfolio chosen based on a certain strategy. It measures the largest single drop from peak to bottom in the value of a portfolio before a new peak is achieved.

Read full definition.

Max Drawdown (5Y) Range, Past 5 Years

83.06%
Minimum
Jan 2023
90.50%
Maximum
Jun 2024
87.85%
Average
88.41%
Median
Nov 2019

Max Drawdown (5Y) Benchmarks